My understanding (simplified again): To understand the problem (and
stakeholder's needs to solve it) I need to understand the context (current
work procedure and its pain or limits, for instance) and then I can suggest
appropriate solution in form of a working software system (particular form
of the solution to be implemented) specified by features.

Q: What does it mean in this context: 'Gather stakeholder request'? What is
the relationship among Need, Request, Requirement?
My interpretation: a stakeholder is already able to express sort of
requirement about the system (its particular behaviour or capability) - e.g.
we are developing next version of an existing system, or the stakeholder is
somehow experienced or software-enabled:-), etc. So the term belongs to the
particular (sw) solution space as well as a requirement which is probably
more formal or properly handled then (+ attributed, etc.) whereas a need
belongs to the problem space and it is software independent. Is this correct
meaning of the step?